INFU Options History — September 2023

In September 2023, INFU traded between $9.69 and $10.41. ATM implied volatility averaged 50.7%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 20.9% (HV 20d: 29.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 2.50.

Notable Days

2023-09-20: Highest Volume — 12 contracts
2023-09-11: Largest IV spike — 122.0% change
2023-09-11: Highest IV Rank — 32.3%
2023-09-05: Largest Expected Move — 16.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.98	$9.69	$10.41	$10.21	$9.69
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	50.7%	38.0%	103.8%	55.9%	42.2%
Expected Move	13.1%	9.2%	16.4%	16.0%	12.1%
HV 20d	29.8%	27.4%	34.7%	34.7%	28.8%
HV 60d	36.0%	33.2%	39.4%	38.7%	33.9%
IV Rank	9.6%	4.0%	32.3%	10.8%	6.2%
IV Percentile	24.8%	6.3%	73.0%	36.5%	13.1%
Term Structure	7.0%	-8.4%	16.1%	11.3%	8.5%
VWIV	46.7%	44.0%	50.0%	46.8%	50.0%
Skew 25d	9.9%	-21.0%	145.1%	0.1%	-4.3%
Skew 10d	15.8%	-32.5%	246.4%	3.9%	-8.3%
Call IV 25d	51.4%	30.0%	65.2%	57.4%	51.8%
Put IV 25d	61.3%	33.6%	199.0%	57.6%	47.6%
Bid-Ask Spread %	104.88	94.50	127.28	110.00	101.94
Gamma HHI	0.48	0.46	0.54	0.52	0.47
Net GEX	943	-131	2.0K	1.8K	-131
Net DEX	-29.7K	-55.3K	-3.5K	-55.3K	-3.5K
Net VEX	-487	-613	-366	-613	-366
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.50	0.00	5.00	5.00	0.00
Total Volume	1.2	0	12	0	0
Total OI	401.5	394	414	394	414

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-09-01	$10.21	$10.00	55.9%	16.0%	34.7%	10.8%	0.0%	0.1%	11.3%	1.8K	-55.3K	-613	0.00	110.00	N/A	N/A	0	0	298	96
2023-09-05	$10.29	$10.00	56.1%	16.4%	29.3%	10.8%	0.0%	-2.5%	-8.4%	2.0K	-54.6K	-594	0.00	104.49	N/A	N/A	0	2	298	96
2023-09-06	$9.91	$10.00	46.3%	11.5%	30.9%	7.1%	0.0%	-13.2%	7.2%	840	-31.5K	-544	0.00	110.66	N/A	N/A	0	0	298	98
2023-09-07	$9.85	$10.00	38.0%	9.2%	30.3%	4.0%	0.0%	-5.9%	11.9%	461	-24.1K	-504	0.00	127.28	N/A	N/A	0	0	298	98
2023-09-08	$9.87	$10.00	46.8%	12.0%	30.3%	8.1%	0.0%	0.3%	10.9%	687	-29.5K	-529	0.00	112.66	N/A	N/A	0	0	298	98
2023-09-11	$9.95	$10.00	103.8%	15.4%	30.4%	32.3%	0.0%	-1.8%	-3.0%	1.5K	-38.4K	-508	0.00	103.14	N/A	N/A	0	0	298	98
2023-09-12	$10.00	$10.00	75.3%	12.6%	27.6%	20.2%	0.0%	-5.9%	8.8%	816	-32.9K	-515	0.00	101.92	N/A	N/A	0	0	298	98
2023-09-13	$10.07	$10.00	44.2%	12.7%	27.9%	7.0%	0.0%	-21.0%	6.2%	676	-30.2K	-500	0.00	95.30	N/A	N/A	0	1	298	98
2023-09-14	$10.13	$10.00	41.1%	11.8%	28.1%	5.7%	0.0%	16.7%	14.5%	742	-32.5K	-489	0.00	97.70	N/A	N/A	0	0	298	98
2023-09-15	$10.41	$10.00	41.1%	11.8%	29.8%	5.7%	0.0%	0.5%	16.1%	1.6K	-53.7K	-527	0.00	116.34	N/A	N/A	0	0	298	98
2023-09-18	$10.00	$10.00	46.8%	13.4%	32.3%	8.1%	46.8%	-2.5%	4.9%	1.3K	-32.3K	-464	0.00	107.11	N/A	N/A	0	2	305	90
2023-09-19	$10.04	$10.00	46.3%	13.3%	32.4%	7.9%	0.0%	-3.9%	5.8%	1.5K	-34.2K	-470	0.00	99.90	N/A	N/A	0	0	305	92
2023-09-20	$9.88	$10.00	46.0%	13.2%	32.4%	7.8%	46.0%	-7.8%	7.4%	1.2K	-27.8K	-459	5.00	94.50	N/A	N/A	2	10	305	92
2023-09-21	$9.81	$10.00	49.0%	14.1%	32.1%	9.1%	0.0%	-9.0%	3.7%	773	-17.1K	-441	0.00	108.19	N/A	N/A	0	0	307	102
2023-09-22	$10.07	$10.00	44.0%	12.6%	27.4%	7.0%	44.0%	145.1%	9.7%	912	-32.2K	-488	0.00	95.64	N/A	N/A	0	6	307	102
2023-09-25	$9.88	$10.00	49.3%	14.1%	27.8%	9.2%	0.0%	-14.8%	5.8%	697	-17.5K	-449	0.00	107.60	N/A	N/A	0	0	307	106
2023-09-26	$9.77	$10.00	49.5%	14.2%	27.5%	9.3%	0.0%	143.1%	2.6%	438	-8.3K	-416	0.00	96.06	N/A	N/A	0	0	307	106
2023-09-27	$9.86	$10.00	50.0%	14.3%	27.8%	9.5%	50.0%	-6.1%	6.8%	645	-18.6K	-445	0.00	100.94	N/A	N/A	1	0	307	106
2023-09-28	$9.93	$10.00	41.4%	11.9%	28.0%	5.9%	0.0%	-9.6%	9.0%	463	-18.7K	-415	0.00	106.33	N/A	N/A	0	0	308	106
2023-09-29	$9.69	$10.00	42.2%	12.1%	28.8%	6.2%	0.0%	-4.3%	8.5%	-131	-3.5K	-366	0.00	101.94	N/A	N/A	0	0	308	106